+448.7%
AXP vs COR
+524.4%
-75.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.8% | +0.6% | -0.6% |
| 7D | +0.6% | +0.8% | -0.2% | +0.3% |
| 30D | +5.8% | +5.1% | +0.7% | +3.9% |
| 3M | -6.0% | +2.8% | -8.8% | -7.2% |
| 6M | +0.3% | +32.5% | -32.2% | -10.1% |
| YTD | -12.3% | -0.7% | -11.6% | -14.0% |
| 1Y | -11.2% | -6.7% | -4.5% | -10.8% |
| 3Y | +117.0% | +73.7% | +43.3% | +61.7% |
| 5Y | +93.2% | +177.9% | -84.7% | +14.0% |
| All | +448.7% | +524.4% | -75.8% | +137.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling